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 Essential Mathematics for Political and Social Research

More than ever before, modern social scientists require a basic level of mathe-
matical literacy, yet many students receive only limited mathematical training
prior to beginning their research careers. This textbook addresses this dilemma
by offering a comprehensive, unified introduction to the essential mathematics
of social science. Throughout the book the presentation builds from first princi-
ples and eschews unnecessary complexity. Most importantly, the discussion is
thoroughly and consistently anchored in real social science applications, with
more than 80 research-based illustrations woven into the text and featured in
end-of-chapter exercises. Students and researchers alike will find this first-of-
its-kind volume to be an invaluable resource.

Jeff Gill is Associate Professor of Political Science at the University of

California, Davis. His primary research applies Bayesian modeling and data
analysis to substantive questions in voting, public policy, budgeting, bureau-
cracy, and Congress. He is currently working in areas of Markov chain Monte
Carlo theory. His work has appeared in journals such as the Journal of Politics,
Political Analysis, Electoral Studies, Statistical Science, Sociological Methods
and Research, Public Administration Review, and Political Research Quarterly.
He is the author or coauthor of several books including Bayesian Methods: A
Social and Behavioral Sciences Approach (2002), Numerical Issues in Statisti-
cal Computing for the Social Scientist (2003), and Generalized Linear Models:
A Unified Approach (2000).
 Analytical Methods for Social Research

Analytical Methods for Social Research presents texts on empirical and formal
methods for the social sciences. Volumes in the series address both the theoreti-
cal underpinnings of analytical techniques, as well as their application in social
research. Some series volumes are broad in scope, cutting across a number of
disciplines. Others focus mainly on methodological applications within spe-
cific fields such as political science, sociology, demography, and public health.
The series serves a mix of students and researchers in the social sciences and
statistics.

Series Editors:
R. Michael Alvarez, California Institute of Technology
Nathaniel L. Beck, New York University
Lawrence L. Wu, New York University

Other Titles in the Series:

Event History Modeling: A Guide for Social Scientists, by Janet M. Box-
Steffensmeier and Bradford S. Jones
Ecological Inference: New Methodological Strategies, edited by Gary King,
Ori Rosen, and Martin A. Tanner
Spatial Models of Parliamentary Voting, by Keith T. Poole
Essential Mathematics for Political
and Social Research

Jeff Gill
University of California, Davis
 CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo, Delhi

Cambridge University Press

The Edinburgh Building, Cambridge CB2 8RU, UK

Published in the United States of America by Cambridge University Press, New York

www.cambridge.org
Information on this title: www.cambridge.org/9780521834261

© Jeff Gill 2006

This publication is in copyright. Subject to statutory exception

and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.

First published 2006

Reprinted 2007, 2008 (twice)

A catalogue record for this publication is available from the British Library

Library of Congress Cataloguing in Publication data

Gill, Jeff.
Essential mathematics for political and social research / Jeff Gill.
p. cm. – (Analytical methods for social research)
Includes bibliographical references and index.
ISBN 0-521-83426-0 – ISBN 0-521-68403-X (pbk.)
1. Mathematics – Study and teaching (Higher) – United States. 2. Social sciences –
Mathematical models – United States. I. Title. II. Series.
QA13.G55 2006
510.71'2–dc22 2005055858

ISBN 978-0-521-83426-1 hardback

ISBN 978-0-521-68403-3 paperback

Transferred to digital printing 2009

Cambridge University Press has no responsibility for the persistence or

accuracy of URLs for external or third-party Internet websites referred to in
this publication, and does not guarantee that any content on such websites is,
or will remain, accurate or appropriate. Information regarding prices, travel
timetables and other factual information given in this work are correct at
the time of first printing but Cambridge University Press does not guarantee
the accuracy of such information thereafter.
 Contents

List of Tables page xiii

List of Illustrations xiv
List of Examples xvii
Preface xxi

1 The Basics 1
1.1 Objectives 1
1.2 Essential Arithmetic Principles 2
1.3 Notation, Notation, Notation 4
1.4 Basic Terms 6
1.4.1 Indexing and Referencing 10
1.4.2 Specific Mathematical Use of Terms 13
1.5 Functions and Equations 18
1.5.1 Applying Functions: The Equation of a Line 26
1.5.2 The Factorial Function 29
1.5.3 The Modulo Function 32
1.6 Polynomial Functions 33
1.7 Logarithms and Exponents 34
1.8 New Terminology 41

vii
viii Contents

1.9 Chapter Appendix: It’s All Greek to Me 49

2 Analytic Geometry 51
2.1 Objectives (the Width of a Circle) 51
2.2 Radian Measurement and Polar Coordinates 51
2.3 What Is Trigonometry? 54
2.3.1 Radian Measures for Trigonometric Functions 59
2.3.2 Conic Sections and Some Analytical Geometry 62
2.4 New Terminology 75

3 Linear Algebra: Vectors, Matrices, and Operations 82

3.1 Objectives 82
3.2 Working with Vectors 83
3.2.1 Vector Norms 93
3.3 So What Is the Matrix? 100
3.3.1 Some Special Matrices 101
3.4 Controlling the Matrix 106
3.5 Matrix Transposition 115
3.6 Advanced Topics 117
3.6.1 Special Matrix Forms 118
3.6.2 Vectorization of Matrices 119
3.7 New Terminology 125

4 Linear Algebra Continued: Matrix Structure 132

4.1 Objectives 132
4.2 Space and Time 133
4.3 The Trace and Determinant of a Matrix 139
4.4 Matrix Rank 146
4.5 Matrix Norms 149
4.6 Matrix Inversion 151
4.7 Linear Systems of Equations 157
4.8 Eigen-Analysis of Matrices 160
 Contents ix

4.9 Quadratic Forms and Descriptions 167

4.10 New Terminology 170

5 Elementary Scalar Calculus 178

5.1 Objectives 178
5.2 Limits and Lines 178
5.3 Understanding Rates, Changes, and Derivatives 182
5.4 Derivative Rules for Common Functions 189
5.4.1 Basic Algebraic Rules for Derivatives 189
5.4.2 Derivatives of Logarithms and Exponents 196
5.4.3 L’Hospital’s Rule 200
5.4.4 Applications: Rolle’s Theorem and the Mean
Value Theorem 202
5.5 Understanding Areas, Slices, and Integrals 204
5.5.1 Riemann Integrals 205
5.6 The Fundamental Theorem of Calculus 209
5.6.1 Integrating Polynomials with Antiderivatives 211
5.6.2 Indefinite Integrals 217
5.6.3 Integrals Involving Logarithms and Exponents 218
5.6.4 Integration by Parts 219
5.7 Additional Topics: Calculus of Trigonometric Functions 225
5.7.1 Derivatives of Trigonometric Functions 225
5.7.2 Integrals of Trigonometric Functions 226
5.8 New Terminology 228

6 Additional Topics in Scalar and Vector Calculus 235

6.1 Objectives 235
6.2 Partial Derivatives 235
6.3 Derivatives and Partial Derivatives of Higher Order 239
6.4 Maxima, Minima, and Root Finding 241
6.4.1 Evaluating Zero-Derivative Points 245
6.4.2 Root Finding with Newton-Raphson 247
x Contents

6.5 Multidimensional Integrals 250

6.6 Finite and Infinite Series 256
6.6.1 Convergence 259
6.7 The Calculus of Vector and Matrix Forms 266
6.7.1 Vector Function Notation 266
6.7.2 Differentiation and Integration of a Vector
Function 268
6.8 Constrained Optimization 271
6.9 New Terminology 277

7 Probability Theory 284

7.1 Objectives 284
7.2 Counting Rules and Permutations 285
7.2.1 The Binomial Theorem and Pascal’s Triangle 289
7.3 Sets and Operations on Sets 291
7.3.1 General Characteristics of Sets 292
7.3.2 A Special Set: The Empty Set 295
7.3.3 Operations on Sets 295
7.4 The Probability Function 306
7.5 Calculations with Probabilities 308
7.6 Conditional Probability and Bayes Law 312
7.6.1 Simpson’s Paradox 315
7.7 Independence 317
7.8 Odds 321
7.9 New Terminology 323

8 Random Variables 330

8.1 Objectives 330
8.2 Levels of Measurement 330
8.3 Distribution Functions 334
8.3.1 Randomness and Variables 337
8.3.2 Probability Mass Functions 338
 Contents xi

8.3.3 Bernoulli Trials 339

8.3.4 Binomial Experiments 340
8.3.5 Poisson Counts 344
8.3.6 The Cumulative Distribution Function: Discrete
Version 347
8.3.7 Probability Density Functions 350
8.3.8 Exponential and Gamma PDFs 351
8.3.9 Normal PDF 354
8.3.10 The Cumulative Distribution Function:
Continuous Version 356
8.3.11 The Uniform Distributions 358
8.4 Measures of Central Tendency: Mean, Median, and Mode 361
8.5 Measures of Dispersion: Variance, Standard Deviation,
and MAD 365
8.6 Correlation and Covariance 367
8.7 Expected Value 370
8.8 Some Handy Properties and Rules 372
8.9 Inequalities Based on Expected Values 378
8.10 Moments of a Distribution 380
8.11 New Terminology 383

9 Markov Chains 392

9.1 Objectives 392
9.2 Defining Stochastic Processes and Markov Chains 393
9.2.1 The Markov Chain Kernel 397
9.2.2 The Stationary Distribution of a Markov Chain 401
9.3 Properties of Markov Chains 405
9.3.1 Homogeneity and Periodicity 405
9.3.2 Irreducibility 407
9.3.3 Recurrence 409
9.3.4 Stationarity and Ergodicity 413
xii Contents

9.3.5 Reversibility 417

9.4 New Terminology 419
References 428
Author Index 438
Subject Index 441
 List of Tables

1.1 Tabularizing f (x) = x2 − 1 page 20

7.1 Illustration of Simpson’s Paradox: Job Training 316
8.1 Binomial Outcomes and Probabilities 341
8.2 Percent Employment by Race, 1998 363
8.3 Measures of Dispersion, Race in Agencies 367
8.4 Correlation Coefficient of Family Unit vs. Space 370
9.1 Distribution of Community Types 411

xiii
 List of Illustrations

1.1 Two Ideal Points in the Senate page 8

1.2 A Relation That Is Not a Function 22
1.3 Relating x and f (x) 23
1.4 The Cube Law 26
1.5 Parallel and Perpendicular Lines 27
1.6 Poverty and Reading Test Scores 30
1.7 Nautilus Chambers 39
2.1 Radian Measurement of Angles 52
2.2 Polar Coordinates 54
2.3 A General Trigonometric Setup 56
2.4 Basic Trigonometric Function in Radians 59
2.5 Views of Conflict Escalation 61
2.6 Characteristics of a Parabola 64
2.7 Parabolic Presidential Popularity 66
2.8 Characteristics of an Ellipse 67
2.9 Multidimensional Issue Preference 69
2.10 Characteristics of a Hyperbola 70
2.11 Exponential Curves 72
2.12 Derived Hyperbola Form 73

xiv
 List of Illustrations xv

2.13 General Hyperbola Form for Discounting 74

2.14 Conflict Probabilities 78
2.15 Derivation of the Distance 81
3.1 Vector Cross Product Illustration 89
3.2 The Right-Hand Rule Illustrated 90
4.1 Visualizing Space 133
4.2 Visualizing Vectors in Spaces 134
4.3 Vector Projection, Addition, and Subtraction 135
4.4 Relative Income and Senior Poverty, EU
Countries 158
2
5.1 f (x) = 3 − (x − 2) 179
5.2 f (x) = 1 + 1/x2 180
5.3 Describing the Rate of Change 183
1 2
5.4 Tangent Lines on f (x) = 5x − 20 x 186
5.5 Riemann Integration 206
2
5.6 Riemann Sums for f (x) = x Over [0:1] 209
5.7 Integrating by Pieces 213
5.8 Placing the Median Voter 215
6.1 Illustrating the Inflection Point 242
6.2 Power/Role Gap Changes Induced by the
Inflection Point 243
6.3 Concave and Convex Portions of a Function 244
6.4 Illustration of Iterated Integration of Volumes 251
3
6.5 Integrating f (x, y) = 2x y Over Part of the Unit
Circle 253
6.6 Irregular Region Double Integral 255
7.1 Three Sets 300
7.2 The Mapping of a Probability Function 308
7.3 Theorem of Total Probability Illustrated 310
7.4 Marginal Contribution of Third Parties 320
8.1 Self-Identified Ideology, ANES 2002 336
8.2 Example Binomial Probabilities 342
xvi List of Illustrations

8.3 Poisson Probabilities of War 347

8.4 Binomial CDF Probabilities, n = 3, p = 0.5 349
8.5 Exponential PDF Forms 351
8.6 Gamma PDF Forms 352
8.7 Fitting Gamma Distributions to Income 353
8.8 Normal PDF Forms 354
8.9 Fitting the Normal to Legislative Participation 356
8.10 Probit Models for Partisan Vote Choice 357
 List of Examples

1.1 Explaining Why People Vote page 4

1.2 Graphing Ideal Points in the Senate 7
1.3 The “Cube Rule” in Votes to Seats 24
1.4 Child Poverty and Reading Scores 28
1.5 Coalition Cabinet Formation 31
2.1 An Expected Utility Model of Conflict Escalation 60
2.2 Testing for a Circular Form 63
2.3 Presidential Support as a Parabola 65
2.4 Elliptical Voting Preferences 68
2.5 Hyperbolic Discounting in Evolutionary Psychology and
Behavioral Economics 71
3.1 Vector Addition Calculation 84
3.2 Vector Subtraction Calculation 85
3.3 Scalar Multiplication Calculation 85
3.4 Scalar Division Calculation 85
3.5 Illustrating Basic Vector Calculations 86
3.6 Simple Inner Product Calculation 87
3.7 Vector Inner Product Calculations 88
3.8 Cross Product Calculation 91

xvii
xviii List of Examples

3.9 Outer Product Calculation 92

3.10 Difference Norm Calculation 94
3.11 Multiplication Norm Calculation 94
3.12 Votes in the House of Commons 95
3.13 Hölder’s Inequality Calculation 97
3.14 The Political Economy of Taxation 97
3.15 Marriage Satisfaction 104
3.16 Matrix Addition 106
3.17 Matrix Subtraction 107
3.18 Scalar Multiplication 107
3.19 Scalar Division 107
3.20 Matrix Calculations 108
3.21 LU Matrix Decomposition 112
3.22 Matrix Permutation Calculation 115
3.23 Calculations with Matrix Transpositions 116
3.24 Kronecker Product 120
3.25 Distributive Property of Kronecker Products Calculation 123
4.1 Linear Transformation of Voter Assessments 137
4.2 Structural Shortcuts 143
4.3 Structural Equation Models 147
4.4 Matrix Norm Sum Inequality 150
4.5 Schwarz Inequality for Matrices 151
4.6 Calculating Regression Parameters 155
4.7 Solving Systems of Equations by Inversion 159
4.8 Basic Eigenanalysis 162
4.9 Analyzing Social Mobility with Eigens 164
4.10 LDU Decomposition 168
5.1 Quadratic Expression 181
5.2 Polynomial Ratio 181
5.3 Fractions and Exponents 181
5.4 Mixed Polynomials 182
5.5 Derivatives for Analyzing Legislative Committee Size 187
 List of Examples xix

5.6 Productivity and Interdependence in Work Groups 194

5.7 Security Trade-Offs for Arms Versus Alliances 198
5.8 Analyzing an Infinite Series for Sociology Data 202
5.9 The Median Voter Theorem 214
5.10 Utility Functions from Voting 223
6.1 The Relationship Between Age and Earnings 237
6.2 Indexing Socio-Economic Status (SES) 238
6.3 Power Cycle Theory 242
6.4 Double Integral with Constant Limits 251
6.5 Revisiting Double Integrals with Constant Limits 252
6.6 Double Integral with Dependent Limits 253
6.7 More Complicated Double Integral 254
6.8 The Nazification of German Sociological Genetics 256
6.9 Measuring Small Group Standing 257
6.10 Consecutive Integers 261
6.11 Telescoping Sum 261
6.12 Geometric Series 261
6.13 Repeating Values as a Geometric Series 262
6.14 An Equilibrium Point in Simple Games 263
7.1 Survey Sampling 289
7.2 A Single Die 292
7.3 Countably Finite Set 293
7.4 Multiple Views of Countably Finite 293
7.5 Countably Infinite Set 294
7.6 Uncountably Infinite Set 294
7.7 Single Die Experiment 299
7.8 Overlapping Group Memberships 302
7.9 Approval Voting 304
7.10 Single Coin Flip 307
7.11 Probabilistic Analysis of Supreme Court Decisions 310
7.12 Updating Probability Statements 312
7.13 Conditional Probability with Dice 312
xx List of Examples

7.14 Analyzing Politics with Decision Trees 319

7.15 Parental Involvement for Black Grandmothers 322
8.1 Measuring Ideology in the American Electorate 335
8.2 Binomial Analysis of Bill Passage 342
8.3 Poisson Counts of Supreme Court Decisions 345
8.4 Modeling Nineteenth-Century European Alliances 346
8.5 Poisson Process Model of Wars 346
8.6 Characterizing Income Distributions 352
8.7 Levels of Women Serving in U.S. State Legislatures 355
8.8 The Standard Normal CDF: Probit Analysis 357
8.9 Entropy and the Uniform Distribution 359
8.10 Employment by Race in Federal Agencies 362
8.11 Employment by Race in Federal Agencies, Continued 366
8.12 An Ethnoarchaeological Study in the South American Tropical
Lowlands 369
8.13 Craps in a Casino 373
9.1 Contraception Use in Barbados 395
9.2 Campaign Contributions 399
9.3 Shuffling Cards 401
9.4 Conflict and Cooperation in Rural Andean Communities 411
9.5 Population Migration Within Malawi 415
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